Preheat oven to 180C/350F.
Cream cheese: In a bowl, combine all the ingredients for the cream cheese filling and mix well. Transfer filling into a piping bag.
With a serrated knife, make 3 slices into your milk buns WITHOUT cutting all the way through. You want the bottom of the buns to still be intact. Then pipe the cream cheese filling into the slits you have made in your milk buns. [NOTE: The more cream cheese you pipe into these slits, the heavier and indulgent the breads will be, just keep that in mind!] And if your buns break, that's okay! Just use the cream cheese to glue the pieces together, they will stay intact while you bake. Set them aside
Garlic butter: combine all the ingredients for your garlic butter into a bowl and mix well. Take 1 filled bun at a time and dunk it into the garlic butter mixture, get it coated evenly on all surfaces and place on a lined baking tray. Repeat for all your buns.
Grate parmesan over the buns and bake for 10-12 minutes. Best enjoyed slightly warm.